ICE US Dollar Index Future June 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
78.590 |
79.130 |
0.540 |
0.7% |
79.510 |
| High |
79.260 |
79.350 |
0.090 |
0.1% |
79.830 |
| Low |
78.420 |
79.000 |
0.580 |
0.7% |
78.580 |
| Close |
79.131 |
79.169 |
0.038 |
0.0% |
78.771 |
| Range |
0.840 |
0.350 |
-0.490 |
-58.3% |
1.250 |
| ATR |
0.505 |
0.494 |
-0.011 |
-2.2% |
0.000 |
| Volume |
203 |
150 |
-53 |
-26.1% |
340 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.223 |
80.046 |
79.362 |
|
| R3 |
79.873 |
79.696 |
79.265 |
|
| R2 |
79.523 |
79.523 |
79.233 |
|
| R1 |
79.346 |
79.346 |
79.201 |
79.435 |
| PP |
79.173 |
79.173 |
79.173 |
79.217 |
| S1 |
78.996 |
78.996 |
79.137 |
79.085 |
| S2 |
78.823 |
78.823 |
79.105 |
|
| S3 |
78.473 |
78.646 |
79.073 |
|
| S4 |
78.123 |
78.296 |
78.977 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.810 |
82.041 |
79.459 |
|
| R3 |
81.560 |
80.791 |
79.115 |
|
| R2 |
80.310 |
80.310 |
79.000 |
|
| R1 |
79.541 |
79.541 |
78.886 |
79.301 |
| PP |
79.060 |
79.060 |
79.060 |
78.940 |
| S1 |
78.291 |
78.291 |
78.656 |
78.051 |
| S2 |
77.810 |
77.810 |
78.542 |
|
| S3 |
76.560 |
77.041 |
78.427 |
|
| S4 |
75.310 |
75.791 |
78.084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.350 |
78.420 |
0.930 |
1.2% |
0.492 |
0.6% |
81% |
True |
False |
145 |
| 10 |
80.020 |
78.420 |
1.600 |
2.0% |
0.439 |
0.6% |
47% |
False |
False |
111 |
| 20 |
80.585 |
78.420 |
2.165 |
2.7% |
0.420 |
0.5% |
35% |
False |
False |
84 |
| 40 |
82.286 |
78.420 |
3.866 |
4.9% |
0.253 |
0.3% |
19% |
False |
False |
47 |
| 60 |
82.286 |
78.420 |
3.866 |
4.9% |
0.200 |
0.3% |
19% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.838 |
|
2.618 |
80.266 |
|
1.618 |
79.916 |
|
1.000 |
79.700 |
|
0.618 |
79.566 |
|
HIGH |
79.350 |
|
0.618 |
79.216 |
|
0.500 |
79.175 |
|
0.382 |
79.134 |
|
LOW |
79.000 |
|
0.618 |
78.784 |
|
1.000 |
78.650 |
|
1.618 |
78.434 |
|
2.618 |
78.084 |
|
4.250 |
77.513 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
79.175 |
79.074 |
| PP |
79.173 |
78.980 |
| S1 |
79.171 |
78.885 |
|